Applied Probability and Stochastic Processes
Applied Probability and Stochastic Processes
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应用概率和随机过程
DOI：
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发表时间：
1995
期刊：
影响因子：
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通讯作者：
C. Valdez‐Flores
中科院分区：
文献类型：
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作者：
R. M. Feldman;C. Valdez‐Flores
这本书提出了应用概率和随机过程在一个基本的，但数学上精确的方式，与众多的例子和练习，以说明工程和科学应用的概念范围。这本书的目的是让读者除了了解数学概念和原理之外，还能直观地了解概率推理。第一章介绍了概率和统计的概述，然后介绍了泊松过程，马尔可夫链，马尔可夫过程和排队过程。先进的主题包括模拟，库存理论，替换理论，马尔可夫决策理论，并在队列分析中使用矩阵几何程序。在第二版中，几章末尾的附录给出了使用Excel解决本章问题的建议。在这个版本中也是一个新的统计学和泊松过程，其中包括一些风险评估中使用的技术介绍一章。关于排队的旧章节被扩展并分成两个新章节：一个是简单排队过程，另一个是排队网络。通过网站http://apsp.tamu.edu提供支持，学生将获得奇数问题的答案，教师将获得完整的解决方案和Excel文件作为家庭作业。
This book presents applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications of the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. The initial chapters present a summary of probability and statistics and then Poisson processes, Markov chains, Markov processes and queuing processes are introduced. Advanced topics include simulation, inventory theory, replacement theory, Markov decision theory, and the use of matrix geometric procedures in the analysis of queues. Included in the second edition are appendices at the end of several chapters giving suggestions for the use of Excel in solving the problems of the chapter. Also new in this edition are an introductory chapter on statistics and a chapter on Poisson processes that includes some techniques used in risk assessment. The old chapter on queues has been expanded and broken into two new chapters: one for simple queuing processes and one for queuing networks. Support is provided through the web site http://apsp.tamu.edu where students will have the answers to odd numbered problems and instructors will have access to full solutions and Excel files for homework.